Is Rotemberg pricing justified by macro data?

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 149
Issue: C
Pages: 44-48

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Structural models used to study monetary policy often include sticky prices. Calvo pricing is more common but Rotemberg pricing has become popular due to its computational advantage. To determine whether the data supports that change, we estimate a nonlinear New Keynesian model with a zero lower bound (ZLB) constraint and each type of sticky prices. The models produce similar parameter estimates and the filtered shocks are nearly identical when the Fed was not constrained, but the Rotemberg model has a higher marginal data density and it endogenously generates more volatility at the ZLB, which helps explain data from 2008–2011.

Technical Details

RePEc Handle
repec:eee:ecolet:v:149:y:2016:i:c:p:44-48
Journal Field
General
Author Count
2
Added to Database
2026-01-29